Nope. Their is nothing to worry about the server/command rsync syntax which you used .
First lets understand on how rsync works ?
when ever we send rsync job to copy a some set of files first it will catch up all the available cache and will start do copy process . So above error could be cause that when we ran rsync command these files were available in cache but when its trying to copy them those are not available in server. so you can check that these files must not be available in source path. which must deleted by a application like any automation jobs which they usually do or some user might have deleted as he suspected those are no longer needed .
To make it simple their is nothing wrong with rsync syntax. its simply warning saying this file was not available now in source path .